| Trading Metrics calculated at close of trading on 07-Jun-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jun-2007 |
07-Jun-2007 |
Change |
Change % |
Previous Week |
| Open |
7,932.0 |
7,745.0 |
-187.0 |
-2.4% |
7,694.0 |
| High |
7,938.0 |
7,790.5 |
-147.5 |
-1.9% |
8,015.0 |
| Low |
7,692.0 |
7,555.5 |
-136.5 |
-1.8% |
7,675.5 |
| Close |
7,755.0 |
7,616.0 |
-139.0 |
-1.8% |
7,998.0 |
| Range |
246.0 |
235.0 |
-11.0 |
-4.5% |
339.5 |
| ATR |
114.9 |
123.5 |
8.6 |
7.5% |
0.0 |
| Volume |
0 |
334,315 |
334,315 |
|
619,036 |
|
| Daily Pivots for day following 07-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8,359.0 |
8,222.5 |
7,745.3 |
|
| R3 |
8,124.0 |
7,987.5 |
7,680.6 |
|
| R2 |
7,889.0 |
7,889.0 |
7,659.1 |
|
| R1 |
7,752.5 |
7,752.5 |
7,637.5 |
7,703.3 |
| PP |
7,654.0 |
7,654.0 |
7,654.0 |
7,629.4 |
| S1 |
7,517.5 |
7,517.5 |
7,594.5 |
7,468.3 |
| S2 |
7,419.0 |
7,419.0 |
7,572.9 |
|
| S3 |
7,184.0 |
7,282.5 |
7,551.4 |
|
| S4 |
6,949.0 |
7,047.5 |
7,486.8 |
|
|
| Weekly Pivots for week ending 01-Jun-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8,914.7 |
8,795.8 |
8,184.7 |
|
| R3 |
8,575.2 |
8,456.3 |
8,091.4 |
|
| R2 |
8,235.7 |
8,235.7 |
8,060.2 |
|
| R1 |
8,116.8 |
8,116.8 |
8,029.1 |
8,176.3 |
| PP |
7,896.2 |
7,896.2 |
7,896.2 |
7,925.9 |
| S1 |
7,777.3 |
7,777.3 |
7,966.9 |
7,836.8 |
| S2 |
7,556.7 |
7,556.7 |
7,935.8 |
|
| S3 |
7,217.2 |
7,437.8 |
7,904.6 |
|
| S4 |
6,877.7 |
7,098.3 |
7,811.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
8,021.0 |
7,555.5 |
465.5 |
6.1% |
164.5 |
2.2% |
13% |
False |
True |
205,223 |
| 10 |
8,021.0 |
7,555.5 |
465.5 |
6.1% |
136.4 |
1.8% |
13% |
False |
True |
183,739 |
| 20 |
8,021.0 |
7,333.0 |
688.0 |
9.0% |
120.6 |
1.6% |
41% |
False |
False |
184,232 |
| 40 |
8,021.0 |
7,133.0 |
888.0 |
11.7% |
101.3 |
1.3% |
54% |
False |
False |
173,764 |
| 60 |
8,021.0 |
6,483.0 |
1,538.0 |
20.2% |
96.0 |
1.3% |
74% |
False |
False |
172,095 |
| 80 |
8,021.0 |
6,483.0 |
1,538.0 |
20.2% |
94.7 |
1.2% |
74% |
False |
False |
130,695 |
| 100 |
8,021.0 |
6,483.0 |
1,538.0 |
20.2% |
88.4 |
1.2% |
74% |
False |
False |
104,698 |
| 120 |
8,021.0 |
6,483.0 |
1,538.0 |
20.2% |
83.7 |
1.1% |
74% |
False |
False |
87,585 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
8,789.3 |
|
2.618 |
8,405.7 |
|
1.618 |
8,170.7 |
|
1.000 |
8,025.5 |
|
0.618 |
7,935.7 |
|
HIGH |
7,790.5 |
|
0.618 |
7,700.7 |
|
0.500 |
7,673.0 |
|
0.382 |
7,645.3 |
|
LOW |
7,555.5 |
|
0.618 |
7,410.3 |
|
1.000 |
7,320.5 |
|
1.618 |
7,175.3 |
|
2.618 |
6,940.3 |
|
4.250 |
6,556.8 |
|
|
| Fisher Pivots for day following 07-Jun-2007 |
| Pivot |
1 day |
3 day |
| R1 |
7,673.0 |
7,784.3 |
| PP |
7,654.0 |
7,728.2 |
| S1 |
7,635.0 |
7,672.1 |
|